NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
3.048 |
0.043 |
1.4% |
2.986 |
| High |
3.113 |
3.073 |
-0.040 |
-1.3% |
3.153 |
| Low |
2.994 |
3.021 |
0.027 |
0.9% |
2.964 |
| Close |
3.098 |
3.050 |
-0.048 |
-1.5% |
3.098 |
| Range |
0.119 |
0.052 |
-0.067 |
-56.3% |
0.189 |
| ATR |
0.108 |
0.106 |
-0.002 |
-2.1% |
0.000 |
| Volume |
72,234 |
61,508 |
-10,726 |
-14.8% |
204,110 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.179 |
3.079 |
|
| R3 |
3.152 |
3.127 |
3.064 |
|
| R2 |
3.100 |
3.100 |
3.060 |
|
| R1 |
3.075 |
3.075 |
3.055 |
3.088 |
| PP |
3.048 |
3.048 |
3.048 |
3.054 |
| S1 |
3.023 |
3.023 |
3.045 |
3.036 |
| S2 |
2.996 |
2.996 |
3.040 |
|
| S3 |
2.944 |
2.971 |
3.036 |
|
| S4 |
2.892 |
2.919 |
3.021 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.557 |
3.202 |
|
| R3 |
3.450 |
3.368 |
3.150 |
|
| R2 |
3.261 |
3.261 |
3.133 |
|
| R1 |
3.179 |
3.179 |
3.115 |
3.220 |
| PP |
3.072 |
3.072 |
3.072 |
3.092 |
| S1 |
2.990 |
2.990 |
3.081 |
3.031 |
| S2 |
2.883 |
2.883 |
3.063 |
|
| S3 |
2.694 |
2.801 |
3.046 |
|
| S4 |
2.505 |
2.612 |
2.994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.153 |
2.964 |
0.189 |
6.2% |
0.124 |
4.1% |
46% |
False |
False |
53,123 |
| 10 |
3.245 |
2.964 |
0.281 |
9.2% |
0.107 |
3.5% |
31% |
False |
False |
39,187 |
| 20 |
3.479 |
2.964 |
0.515 |
16.9% |
0.097 |
3.2% |
17% |
False |
False |
44,054 |
| 40 |
3.787 |
2.964 |
0.823 |
27.0% |
0.102 |
3.3% |
10% |
False |
False |
37,701 |
| 60 |
4.114 |
2.964 |
1.150 |
37.7% |
0.102 |
3.3% |
7% |
False |
False |
31,367 |
| 80 |
4.444 |
2.964 |
1.480 |
48.5% |
0.097 |
3.2% |
6% |
False |
False |
27,059 |
| 100 |
4.516 |
2.964 |
1.552 |
50.9% |
0.098 |
3.2% |
6% |
False |
False |
23,554 |
| 120 |
4.896 |
2.964 |
1.932 |
63.3% |
0.097 |
3.2% |
4% |
False |
False |
20,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.209 |
|
1.618 |
3.157 |
|
1.000 |
3.125 |
|
0.618 |
3.105 |
|
HIGH |
3.073 |
|
0.618 |
3.053 |
|
0.500 |
3.047 |
|
0.382 |
3.041 |
|
LOW |
3.021 |
|
0.618 |
2.989 |
|
1.000 |
2.969 |
|
1.618 |
2.937 |
|
2.618 |
2.885 |
|
4.250 |
2.800 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.049 |
3.068 |
| PP |
3.048 |
3.062 |
| S1 |
3.047 |
3.056 |
|